brutale1

emini S&P500

CME_MINI:ES1!

strategy for emini S & P 500 futures - it's working with end of day data. There is one hour pause between days in eminis&p500 futures trading.
Ideal time to calculate signal - this strategy can be traded manualy or by automatic system.

Default settings:
30000$
slippage 1 (for more realistic)
fees 2,5$ per contract

Entry - day Open after signal is generated
Close - day Open after exit condition occur

max contract held 2 (23 times only from 367 trades) - 344 times only 1 contract

30000$ is minimum because overnight maring for ES futures is about 7500$ and max drawdown is 12000$, you must be able to hold 2 contract. When we don't want hold two contracts only 20000$ is enough. StopLoss is 2780$.

Only 4 days average bars in trade!

This example is from 1997 to today (6.3.2017). 20 years history.

***Check on Equity curve result BOX - BUY&HOLD EQUITY to compare***

Blackline is S&P500 performance. Between 50-100 trades are years 2000-2002 (dot.com bubble) and 200-250 trades, years 2008-2009 (market crash). My strategy works fine in these years.
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Can i have access pls
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wow amazing, can you grant me access please?
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Can you please grant access to this? Thank you
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Hi,that is nice idea! could you please let me use that masterpiece?
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please grant me access
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hi, could you please let me use that masterpiece? thank you :)
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